CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9809 |
0.0019 |
0.2% |
0.9895 |
| High |
0.9815 |
0.9826 |
0.0011 |
0.1% |
0.9955 |
| Low |
0.9760 |
0.9770 |
0.0010 |
0.1% |
0.9825 |
| Close |
0.9799 |
0.9806 |
0.0007 |
0.1% |
0.9859 |
| Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0130 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
| Volume |
654 |
616 |
-38 |
-5.8% |
1,643 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9943 |
0.9837 |
|
| R3 |
0.9913 |
0.9887 |
0.9821 |
|
| R2 |
0.9857 |
0.9857 |
0.9816 |
|
| R1 |
0.9831 |
0.9831 |
0.9811 |
0.9816 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9793 |
| S1 |
0.9775 |
0.9775 |
0.9801 |
0.9760 |
| S2 |
0.9745 |
0.9745 |
0.9796 |
|
| S3 |
0.9689 |
0.9719 |
0.9791 |
|
| S4 |
0.9633 |
0.9663 |
0.9775 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0194 |
0.9931 |
|
| R3 |
1.0140 |
1.0064 |
0.9895 |
|
| R2 |
1.0010 |
1.0010 |
0.9883 |
|
| R1 |
0.9934 |
0.9934 |
0.9871 |
0.9907 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9866 |
| S1 |
0.9804 |
0.9804 |
0.9847 |
0.9777 |
| S2 |
0.9750 |
0.9750 |
0.9835 |
|
| S3 |
0.9620 |
0.9674 |
0.9823 |
|
| S4 |
0.9490 |
0.9544 |
0.9788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9906 |
0.9760 |
0.0146 |
1.5% |
0.0064 |
0.7% |
32% |
False |
False |
740 |
| 10 |
0.9955 |
0.9760 |
0.0195 |
2.0% |
0.0054 |
0.6% |
24% |
False |
False |
477 |
| 20 |
0.9955 |
0.9693 |
0.0262 |
2.7% |
0.0049 |
0.5% |
43% |
False |
False |
329 |
| 40 |
0.9955 |
0.9680 |
0.0275 |
2.8% |
0.0047 |
0.5% |
46% |
False |
False |
234 |
| 60 |
0.9955 |
0.9637 |
0.0318 |
3.2% |
0.0044 |
0.4% |
53% |
False |
False |
214 |
| 80 |
1.0032 |
0.9637 |
0.0395 |
4.0% |
0.0042 |
0.4% |
43% |
False |
False |
189 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0038 |
0.4% |
36% |
False |
False |
153 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0034 |
0.3% |
36% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0064 |
|
2.618 |
0.9973 |
|
1.618 |
0.9917 |
|
1.000 |
0.9882 |
|
0.618 |
0.9861 |
|
HIGH |
0.9826 |
|
0.618 |
0.9805 |
|
0.500 |
0.9798 |
|
0.382 |
0.9791 |
|
LOW |
0.9770 |
|
0.618 |
0.9735 |
|
1.000 |
0.9714 |
|
1.618 |
0.9679 |
|
2.618 |
0.9623 |
|
4.250 |
0.9532 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9803 |
0.9821 |
| PP |
0.9801 |
0.9816 |
| S1 |
0.9798 |
0.9811 |
|